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Hi What is the advantage of hiererarchical bayesian modeling . How can one justify intuitively and mathematically that adding prior over prions etc gives better models . Thanks |
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Many interesting priors are easier to specify and elicit when they are expressed hierarchically. Ultimately we could always, at least in principle, collapse them down to a single prior, but then they might be much harder to specify or more difficult to work with computationally. Priors are about encoding our beliefs and we should use whatever method that helps us faithfully capture what we believe about the problem. |
